We didn't. We figured that we would just wing it. But a week before our wedding we had friends over who decided that we should do a 1st dance so they taught us a VERY SIMPLE swing dance. It only had a few steps and was easy for me to manuever in my dress. Better yet it looked nice and you couldn't see how much of a clutz I am as the dress covered my movements. lol.
Jonette has a good point to know how the movements will be effected by your dress so try dancing with your crinoline on for practice to see if it's doable or not. Include the shoes too.